| Do daily price limits act as magnets? The case of treasury bond futures M Arak, RE Cook Journal of financial services research 12 (1), 5-20, 1997 | 115 | 1997 |
| Interest rate swaps: An alternative explanation M Arak, A Estrella, L Goodman, A Silver Financial Management, 12-18, 1988 | 114 | 1988 |
| The real rate of interest: Inferences from the new UK indexed gilts M Arak, L Kreicher International Economic Review, 399-408, 1985 | 59 | 1985 |
| The VIX and VXN volatility measures: Fear gauges or forecasts? M Arak, N Mijid Derivatives Use, Trading & Regulation 12, 14-27, 2006 | 47 | 2006 |
| Some international evidence on output-inflation tradeoffs: Comment M Arak The American Economic Review 67 (4), 728-730, 1977 | 47 | 1977 |
| Treasury bond futures: Valuing the delivery options M Arak, LS Goodman The Journal of Futures Markets (1986-1998) 7 (3), 269, 1987 | 45 | 1987 |
| The Market for Tax-Exempt Issues: Why Are the Yields So High? M Arak, K Guentner National Tax Journal 36 (2), 145-161, 1983 | 41 | 1983 |
| Credit cycles and the pricing of the prime rate M Arak, S Englander, E Tang Federal reserve bank of New York quarterly review 8, 12-18, 1983 | 40 | 1983 |
| Interest rate futures M Arak, CJ McCurdy Federal Reserve Bank of New York Quarterly Review 4, 1979-80, 1979 | 33 | 1979 |
| The price responsiveness of Sao Paulo coffee growers MV Arak Food Research Institute Studies 8 (3), 211-223, 1968 | 31 | 1968 |
| Estimation of Assymetric Longrun Supply Functions: The Case of Coffee M Arak Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie …, 1969 | 27 | 1969 |
| Convertible bonds: How much equity, how much debt? M Arak, LA Martin Financial Analysts Journal 61 (2), 44-50, 2005 | 22 | 2005 |
| The supply of Brazilian coffee MV Arak MIT, 1967 | 22 | 1967 |
| The cheapest to deliver bond on the Treasury bond futures contract M Arak, LS Goodman, S Ross Advances in Futures and Options research 1 (Part B), 49-74, 1986 | 21 | 1986 |
| Risk and return in trading closed-end country funds: Can trading beat holding foreign stocks? M Arak, D Taylor The Quarterly Review of Economics and Finance 36 (2), 219-231, 1996 | 19 | 1996 |
| The municipal-treasury futures spread M Arak, P Fischer, L Goodman, R Daryanani The Journal of Futures Markets (1986-1998) 7 (4), 355, 1987 | 16 | 1987 |
| Credit-lines for new instruments: swaps. over-the-counter options, forwards and floor-ceiling agreements MV Arak, L Goodman, A Rones Federal Reserve Bank of Chicago Proceedings, 1986 | 14 | 1986 |
| Optimal trading with mean-reverting prices: switching between foreign stocks and closed-end country funds M Arak, D Taylor Applied Economics 28 (9), 1067-1074, 1996 | 13 | 1996 |
| Are tax cuts stimulatory? M Arak Review of Economics & Statistics 64 (1), 1982 | 12 | 1982 |
| Taxes, Treasury Bills, and Treasury Bill Futures M Arak Unpublished manuscript, Federal Reserve Bank of New York 1, 1980 | 12 | 1980 |
